S&P Industrial Select Sector Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.70% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0796 | 8.10 | |
| 0.1043 | 9.57 | |
| 0.8742 | 74.49 | |
| 0.0013 | 1.44 |
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Dec 30, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P Industrial Select Sector Index Analyses
Other Spline-GARCH Analyses on Equity Sectors